PREVIEW / futures_5min / 2022-06-01

all futures 5-min files

  file:    by_date/futures_5min/2022/2022-06-01.parquet
  size:    376 KB
  rows:    19,221

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2022-06-01 00:00:00	ES	Futures	4700.57	4702.56	4700.57	4702.27	373.0
2022-06-01 00:05:00	ES	Futures	4702.27	4702.84	4694.05	4694.62	1205.0
2022-06-01 00:10:00	ES	Futures	4694.9	4694.9	4692.07	4694.05	894.0
2022-06-01 00:15:00	ES	Futures	4694.05	4694.05	4692.35	4693.77	391.0
2022-06-01 00:20:00	ES	Futures	4693.77	4695.75	4693.77	4695.19	297.0
2022-06-01 00:25:00	ES	Futures	4695.47	4697.17	4694.62	4696.89	395.0
2022-06-01 00:30:00	ES	Futures	4696.89	4697.17	4695.75	4695.75	247.0
2022-06-01 00:35:00	ES	Futures	4696.04	4698.87	4695.19	4698.87	426.0
2022-06-01 00:40:00	ES	Futures	4698.59	4698.87	4697.17	4698.02	371.0
2022-06-01 00:45:00	ES	Futures	4698.02	4698.87	4696.6	4697.45	214.0
2022-06-01 00:50:00	ES	Futures	4697.74	4697.74	4695.75	4697.45	696.0
2022-06-01 00:55:00	ES	Futures	4697.74	4701.99	4697.45	4701.71	1430.0
2022-06-01 01:00:00	ES	Futures	4701.42	4703.12	4700.29	4702.56	909.0
2022-06-01 01:05:00	ES	Futures	4702.84	4706.52	4702.27	4703.41	1324.0
2022-06-01 01:10:00	ES	Futures	4703.41	4703.97	4700.57	4701.14	544.0
2022-06-01 01:15:00	ES	Futures	4701.14	4702.27	4697.17	4698.3	892.0
2022-06-01 01:20:00	ES	Futures	4698.02	4698.87	4694.9	4695.47	917.0
2022-06-01 01:25:00	ES	Futures	4695.75	4697.17	4694.62	4695.47	672.0
2022-06-01 01:30:00	ES	Futures	4695.47	4695.47	4685.83	4686.68	2164.0
2022-06-01 01:35:00	ES	Futures	4686.4	4689.52	4686.12	4688.38	840.0
2022-06-01 01:40:00	ES	Futures	4688.38	4690.37	4687.82	4688.38	810.0
2022-06-01 01:45:00	ES	Futures	4688.67	4689.52	4683.28	4683.28	1552.0
2022-06-01 01:50:00	ES	Futures	4683.28	4686.97	4682.72	4683.57	1287.0
2022-06-01 01:55:00	ES	Futures	4683.57	4686.97	4682.43	4686.97	1027.0
2022-06-01 02:00:00	ES	Futures	4686.97	4688.95	4683.57	4688.67	1981.0
2022-06-01 02:05:00	ES	Futures	4688.67	4694.05	4688.38	4694.05	1692.0
2022-06-01 02:10:00	ES	Futures	4694.05	4697.17	4693.2	4693.77	1361.0
2022-06-01 02:15:00	ES	Futures	4693.77	4695.47	4690.94	4691.22	1813.0
2022-06-01 02:20:00	ES	Futures	4691.22	4696.04	4690.37	4695.75	923.0
2022-06-01 02:25:00	ES	Futures	4695.47	4695.47	4691.79	4692.35	1093.0
2022-06-01 02:30:00	ES	Futures	4692.35	4693.77	4691.79	4692.07	591.0
2022-06-01 02:35:00	ES	Futures	4691.79	4693.77	4688.67	4692.35	1619.0
2022-06-01 02:40:00	ES	Futures	4692.07	4696.89	4692.07	4695.47	877.0
2022-06-01 02:45:00	ES	Futures	4695.47	4698.59	4694.05	4698.59	1087.0
2022-06-01 02:50:00	ES	Futures	4698.59	4698.59	4695.47	4696.89	570.0
2022-06-01 02:55:00	ES	Futures	4696.89	4698.3	4696.32	4698.02	727.0
2022-06-01 03:00:00	ES	Futures	4698.02	4702.27	4693.77	4698.59	3224.0
2022-06-01 03:05:00	ES	Futures	4698.02	4702.27	4694.9	4698.59	2237.0
2022-06-01 03:10:00	ES	Futures	4698.3	4703.69	4697.17	4700.29	1753.0
2022-06-01 03:15:00	ES	Futures	4700.29	4702.56	4698.59	4700.86	1873.0
2022-06-01 03:20:00	ES	Futures	4700.86	4701.42	4695.19	4698.02	1058.0
2022-06-01 03:25:00	ES	Futures	4697.74	4701.14	4695.75	4698.59	1071.0
2022-06-01 03:30:00	ES	Futures	4698.59	4703.41	4695.75	4703.12	1590.0
2022-06-01 03:35:00	ES	Futures	4702.84	4704.54	4699.72	4700.01	1094.0
2022-06-01 03:40:00	ES	Futures	4699.72	4700.86	4689.8	4692.92	2861.0
2022-06-01 03:45:00	ES	Futures	4693.2	4695.75	4690.94	4694.9	1521.0
2022-06-01 03:50:00	ES	Futures	4694.9	4696.89	4691.79	4692.92	1020.0
2022-06-01 03:55:00	ES	Futures	4692.92	4697.74	4692.92	4694.34	1013.0
2022-06-01 04:00:00	ES	Futures	4694.34	4696.04	4691.79	4693.49	1184.0
2022-06-01 04:05:00	ES	Futures	4693.77	4694.34	4681.3	4686.4	3618.0

> showing 50 of 19,221 rows — these rows as CSV

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